Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160495.7331 | 82675.0518 | 77820.6813 | 294538.5988 | 224795.1421 | 69743.4567 |
Total P&L (%) | 160.4957 | 82.6751 | 77.8207 | 294.5386 | 224.7951 | 69.7435 |
Avg Daily Profit (%) | 0.6163 | 0.3175 | 0.2988 | 0.5284 | 0.4534 | 0.2034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27149 | -22183 | -48725 | -109579 | -76155 | -180791 |
Profit Factor | 1.5573 | 1.6519 | 1.4829 | 1.3263 | 1.6003 | 1.1321 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 56.5574 | 58.1967 | 54.918 | 56.5574 | 58.1967 | 54.918 |
Ratio Avg Win / Avg Loss | 1.1962 | 1.1866 | 1.2173 | 1.0188 | 1.1495 | 0.9293 |
Largest Winning Trade | 19007 | 14344 | 19007 | 47600 | 47600 | 46774 |
Largest Losing Trade | -14024 | -10011 | -14024 | -50021 | -31504 | -50021 |
Avg Bars in Trades | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Winners | 103 | 103 | 103 | 103 | 103 | 103 |
Avg Bars in Losers | 98 | 101 | 96 | 98 | 101 | 96 |
Bars Traded | 24762 | 12502 | 12260 | 24762 | 12502 | 12260 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488409 | 362853 | 312458 | 410557 | 401089 | -70272 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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